+5,491.2%
SNPS vs COO
+4,690.3%
+800.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.8% |
| 7D | -10.2% | +5.3% | -15.4% | -10.6% |
| 30D | -12.8% | +12.5% | -25.4% | -13.8% |
| 3M | +9.9% | -15.1% | +25.0% | +11.1% |
| 6M | -12.4% | +3.7% | -16.1% | -13.1% |
| YTD | -6.3% | -22.5% | +16.2% | -4.6% |
| 1Y | +7.6% | -7.8% | +15.4% | +7.8% |
| 3Y | -9.8% | -24.1% | +14.3% | -8.4% |
| 5Y | +29.2% | -40.1% | +69.3% | +33.5% |
| 10Y | +663.8% | +44.7% | +619.1% | +648.5% |
| All | +5,491.2% | +4,690.3% | +800.9% | +5,310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling